1 - Live with it
2 - Paint them, but they'll rust again
3 - Fit covers, but I found them hard to remove when necessary.
4 - Treat your car to a set of RAD bolts from here and never worry again!
You ought to be able to get them replaced under warranty - no harm in asking. However, even if they're replaced, they'll rust again before too long if replaced with the same type.